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DB vs. UBS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DB and UBS is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

DB vs. UBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Bank Aktiengesellschaft (DB) and UBS Group AG (UBS). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
7.98%
194.35%
DB
UBS

Key characteristics

Sharpe Ratio

DB:

1.55

UBS:

0.38

Sortino Ratio

DB:

2.18

UBS:

0.72

Omega Ratio

DB:

1.30

UBS:

1.10

Calmar Ratio

DB:

0.72

UBS:

0.43

Martin Ratio

DB:

9.03

UBS:

1.56

Ulcer Index

DB:

6.67%

UBS:

7.50%

Daily Std Dev

DB:

39.07%

UBS:

30.49%

Max Drawdown

DB:

-94.18%

UBS:

-59.81%

Current Drawdown

DB:

-70.40%

UBS:

-14.77%

Fundamentals

Market Cap

DB:

$49.86B

UBS:

$95.31B

EPS

DB:

$1.55

UBS:

$1.52

PE Ratio

DB:

16.57

UBS:

19.75

PEG Ratio

DB:

3.29

UBS:

0.40

PS Ratio

DB:

1.76

UBS:

1.98

PB Ratio

DB:

0.57

UBS:

1.11

Total Revenue (TTM)

DB:

$31.90B

UBS:

$34.38B

Gross Profit (TTM)

DB:

$39.98B

UBS:

$34.38B

EBITDA (TTM)

DB:

$11.92B

UBS:

$7.20B

Returns By Period

In the year-to-date period, DB achieves a 50.67% return, which is significantly higher than UBS's 0.58% return. Over the past 10 years, DB has underperformed UBS with an annualized return of 0.51%, while UBS has yielded a comparatively higher 9.83% annualized return.


DB

YTD

50.67%

1M

4.86%

6M

52.55%

1Y

48.81%

5Y*

33.14%

10Y*

0.51%

UBS

YTD

0.58%

1M

-4.43%

6M

-5.00%

1Y

15.81%

5Y*

32.26%

10Y*

9.83%

*Annualized

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Risk-Adjusted Performance

DB vs. UBS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DB
The Risk-Adjusted Performance Rank of DB is 8888
Overall Rank
The Sharpe Ratio Rank of DB is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of DB is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DB is 8888
Omega Ratio Rank
The Calmar Ratio Rank of DB is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DB is 9494
Martin Ratio Rank

UBS
The Risk-Adjusted Performance Rank of UBS is 6565
Overall Rank
The Sharpe Ratio Rank of UBS is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of UBS is 5959
Sortino Ratio Rank
The Omega Ratio Rank of UBS is 5959
Omega Ratio Rank
The Calmar Ratio Rank of UBS is 7272
Calmar Ratio Rank
The Martin Ratio Rank of UBS is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DB vs. UBS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DB) and UBS Group AG (UBS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for DB, currently valued at 1.55, compared to the broader market-2.00-1.000.001.002.003.00
DB: 1.55
UBS: 0.38
The chart of Sortino ratio for DB, currently valued at 2.18, compared to the broader market-6.00-4.00-2.000.002.004.00
DB: 2.18
UBS: 0.72
The chart of Omega ratio for DB, currently valued at 1.30, compared to the broader market0.501.001.502.00
DB: 1.30
UBS: 1.10
The chart of Calmar ratio for DB, currently valued at 1.22, compared to the broader market0.001.002.003.004.005.00
DB: 1.22
UBS: 0.43
The chart of Martin ratio for DB, currently valued at 9.03, compared to the broader market-5.000.005.0010.0015.0020.00
DB: 9.03
UBS: 1.56

The current DB Sharpe Ratio is 1.55, which is higher than the UBS Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of DB and UBS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.55
0.38
DB
UBS

Dividends

DB vs. UBS - Dividend Comparison

DB's dividend yield for the trailing twelve months is around 1.90%, less than UBS's 5.00% yield.


TTM20242023202220212020201920182017201620152014
DB
Deutsche Bank Aktiengesellschaft
1.90%2.87%2.40%1.84%0.00%0.00%1.58%1.58%1.11%0.00%3.45%3.26%
UBS
UBS Group AG
5.00%3.46%1.78%2.68%2.07%10.34%5.48%5.24%3.30%9.41%4.11%0.00%

Drawdowns

DB vs. UBS - Drawdown Comparison

The maximum DB drawdown since its inception was -94.18%, which is greater than UBS's maximum drawdown of -59.81%. Use the drawdown chart below to compare losses from any high point for DB and UBS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.38%
-14.77%
DB
UBS

Volatility

DB vs. UBS - Volatility Comparison

Deutsche Bank Aktiengesellschaft (DB) has a higher volatility of 19.85% compared to UBS Group AG (UBS) at 15.71%. This indicates that DB's price experiences larger fluctuations and is considered to be riskier than UBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.85%
15.71%
DB
UBS

Financials

DB vs. UBS - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Bank Aktiengesellschaft and UBS Group AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items